I was afraid to get this answer... :-)
User setting (or even just a plugin setting) would be one possibility. Though it might result in different calendar configs being used by different plugins (and Elgg core). Though I might have had a wrong memory about datepicker usage in Elgg core as it seems the firstDay parameter isn't set at all to be language depending.
I guess one other possibility is to just extract the firstDay values for the different languages defined in jquery.ui i18n, put them in an array and check the site/user language shortcut against the array key/values. Maybe not very elegant but it should work.
Seriously, is it worth the effort? How many US users do you have and how many of them can't deal with weeks starting on Monday like in the rest of the civilized world? Don't waste your time until there is a financial benefit to do so, then hire me to do it for you ;)
Actually, most of my users are from the US. But it's rather the other way round: the current implementation in Event Calendar is with Sunday as first day of the week. So, I want to add the support for Monday as week starter (for the majority of other countries indeed).
I've extracted the list of language codes with the firstDay values from datepicker i18n files now and added a function that returns the language-specific firstDay value to be used. In theory I would be done but as it happens I've found at least one (new) bug I've most likely added on a code cleanup/rewrite recently. Fix one, get one for free... I guess I know what to do on the weekend. :-(